Setup

I'm using 3ds max 7 for this tutorial, HOWEVER I garuntee that the tools and steps I will use will be the same in just about any version. I use editable poly (I'll explain what that is later) so if you have a reeeally old version of max (like... version 3 or something) then you won't have the same options. It only has editable mesh/patch/etc. But version 4,5, & 6 have the same tools I'm about to use (I know because I used all of those versions and I did things the same in them as I do in this one). And I can just about garuntee that these things will still be the same when version 8 comes out. So no worries about versions

Side Note

If you do not have 3DStudio Max, there is a free version called gmax. It's released by descreet, the makers of 3dsmax. I haven't personally used gmax, but I understand it's quite similar to 3dsmax vs4.

Open 3ds max. First thing we're going to do is setup our reference images. The screen should be divided into four screens. One that says Top, Front, Left, and Perspective. If all you see is one large screen, go to the very bottom-right of the screen, and click on this button:

Okay, so if you see the 4-way split screen, click anywhere in the one that's labeled "Front"

Now from the top menu (File, Edit, Tools, etc.) click on Views > Viewport Background... or press Alt+B. This will open the viewport window. Under Backaground Source click the "Files..." button and open the reference image for the front. (This should be the larger version of the image above, that has the lines drawn on it).

Repeat this step for the Side viewport. First make sure you click in the viewport labeled Left, press Alt+B to open the viewport background, etc.

Checking the Lock Zoom option, freezes the images with the viewport so that you can move around the the image will move with it. If you do not check this option, the image will stay in place while you move around, rendering it just about totally useless.

Okay, so now we have our references images imported to max. Let's get started with the actual modeling!

Create

For this face, we're going to work all in the front viewport first, and after we've gotten a fair distance, we'll move to the left and perspective viewports to add depth to the face.

I don't usually plan out my edgeloops, but I've gone ahead and done it for this tutorial to help show what we're aiming for

The above image shows the sort of geometry we're aiming for (mind you it'll end up more detailed then this, but this is just a vague guide). When you make your model with these loops in place, it makes it easier for the model to be animated later if you so desire (it'll deform more accurately with proper edge loops in place) but it's also easier to get a more accurate shape, if you model with edge loops too.

The loops around the eyes and mouth is where everything begins. The lines coming down from the nose and around the mouth are also hugely important for later animation and deformations, but even if you have no intention of animating your face, these edges will still help improve the shape of the model greatly.
Let's get started.

First click in the front viewport and click the viewport toggle button in the lower-right corner of the screen. This will full-screen the front viewport an make it easier to work there

In max, on the far right-hand side of the screen is a menu section. At the top are several tab-buttons. The first tab is called Create and it's icon is that of a little mouse cursor. Make sure you're on this tab.

Click on the button called Plane (if you don't see a button called Plane, first make sure that the first of the top buttons 'geometry' is highlighted, and if it is, then make sure that Standard Primitives is selected in the drop-down menu)

In the front view, draw a rectangle around the head. (don't worry about it being perfect yet).

With the Move Tool selected, go down to the bottom of the screen and type in 0 for X

If you made your reference image correctly (or if you're using mine) this should center the plane right down the center of the reference image.

With the plane still selected, go to the Modify tab (it's the button directly next to the create tab we were just in). The Modify Tab is where most everything happens. The drop-down menu that says "Modifier List" is where you'll find most of Max's tools and features.

Right now the object is still a pimitive object and it has parameters that can be changed. You should see settings like Length, Width, Length Segs, Width Segs, etc. I set my Length Segs to 6 and Width Segs to 6 to start. It made the plane look like this: